+147.3%
RTX vs FICO
+82.5%
+64.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.9% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | +7.7% | +9.4% | -1.8% | +6.5% |
| 3M | -10.3% | -30.4% | +20.1% | -8.1% |
| 6M | +14.6% | -35.1% | +49.7% | +17.7% |
| YTD | +10.4% | -56.8% | +67.2% | +18.2% |
| 1Y | +13.5% | -58.4% | +71.9% | +22.0% |
| 3Y | +158.6% | -26.7% | +185.3% | +150.9% |
| 5Y | +147.3% | +88.0% | +59.2% | +90.3% |
| All | +147.3% | +82.5% | +64.7% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling